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ACFOX vs. AIOIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ACFOX vs. AIOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Investments Focused Dynamic Growth Fund (ACFOX) and American Century International Opportunities Fund (AIOIX). The values are adjusted to include any dividend payments, if applicable.

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ACFOX vs. AIOIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACFOX
American Century Investments Focused Dynamic Growth Fund
-14.41%20.51%43.30%35.66%-36.32%7.08%73.31%32.30%6.51%34.55%
AIOIX
American Century International Opportunities Fund
-0.42%29.62%1.31%8.63%-30.19%5.79%31.07%28.95%-22.19%45.09%

Returns By Period

In the year-to-date period, ACFOX achieves a -14.41% return, which is significantly lower than AIOIX's -0.42% return. Over the past 10 years, ACFOX has outperformed AIOIX with an annualized return of 16.85%, while AIOIX has yielded a comparatively lower 6.96% annualized return.


ACFOX

1D
-0.86%
1M
-8.88%
YTD
-14.41%
6M
-10.23%
1Y
19.65%
3Y*
21.09%
5Y*
6.51%
10Y*
16.85%

AIOIX

1D
-0.92%
1M
-13.82%
YTD
-0.42%
6M
1.74%
1Y
31.07%
3Y*
9.88%
5Y*
0.98%
10Y*
6.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ACFOX vs. AIOIX - Expense Ratio Comparison

ACFOX has a 0.85% expense ratio, which is lower than AIOIX's 1.48% expense ratio.


Return for Risk

ACFOX vs. AIOIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACFOX
ACFOX Risk / Return Rank: 3636
Overall Rank
ACFOX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
ACFOX Sortino Ratio Rank: 4242
Sortino Ratio Rank
ACFOX Omega Ratio Rank: 3636
Omega Ratio Rank
ACFOX Calmar Ratio Rank: 3535
Calmar Ratio Rank
ACFOX Martin Ratio Rank: 3232
Martin Ratio Rank

AIOIX
AIOIX Risk / Return Rank: 8181
Overall Rank
AIOIX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
AIOIX Sortino Ratio Rank: 8181
Sortino Ratio Rank
AIOIX Omega Ratio Rank: 7777
Omega Ratio Rank
AIOIX Calmar Ratio Rank: 8282
Calmar Ratio Rank
AIOIX Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ACFOX vs. AIOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Investments Focused Dynamic Growth Fund (ACFOX) and American Century International Opportunities Fund (AIOIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


ACFOXAIOIXDifference

Sharpe ratio

Return per unit of total volatility

0.77

1.56

-0.80

Sortino ratio

Return per unit of downside risk

1.26

2.08

-0.82

Omega ratio

Gain probability vs. loss probability

1.17

1.30

-0.13

Calmar ratio

Return relative to maximum drawdown

0.94

2.00

-1.06

Martin ratio

Return relative to average drawdown

3.40

8.50

-5.09

ACFOX vs. AIOIX - Sharpe Ratio Comparison

The current ACFOX Sharpe Ratio is 0.77, which is lower than the AIOIX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of ACFOX and AIOIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ACFOXAIOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.56

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.05

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.37

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.52

0.00

Correlation

The correlation between ACFOX and AIOIX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ACFOX vs. AIOIX - Dividend Comparison

ACFOX's dividend yield for the trailing twelve months is around 8.83%, more than AIOIX's 0.28% yield.


TTM20252024202320222021202020192018201720162015
ACFOX
American Century Investments Focused Dynamic Growth Fund
8.83%7.56%0.00%0.00%0.00%2.48%0.62%0.00%0.00%0.00%1.15%1.33%
AIOIX
American Century International Opportunities Fund
0.28%0.27%0.32%0.23%0.00%17.80%3.18%0.92%5.28%9.09%0.04%7.15%

Drawdowns

ACFOX vs. AIOIX - Drawdown Comparison

The maximum ACFOX drawdown since its inception was -58.92%, smaller than the maximum AIOIX drawdown of -66.16%. Use the drawdown chart below to compare losses from any high point for ACFOX and AIOIX.


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Drawdown Indicators


ACFOXAIOIXDifference

Max Drawdown

Largest peak-to-trough decline

-58.92%

-66.16%

+7.24%

Max Drawdown (1Y)

Largest decline over 1 year

-16.52%

-14.00%

-2.52%

Max Drawdown (5Y)

Largest decline over 5 years

-43.77%

-41.19%

-2.58%

Max Drawdown (10Y)

Largest decline over 10 years

-43.77%

-41.19%

-2.58%

Current Drawdown

Current decline from peak

-16.52%

-14.00%

-2.52%

Average Drawdown

Average peak-to-trough decline

-14.81%

-16.12%

+1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.56%

3.29%

+1.27%

Volatility

ACFOX vs. AIOIX - Volatility Comparison

The current volatility for American Century Investments Focused Dynamic Growth Fund (ACFOX) is 6.86%, while American Century International Opportunities Fund (AIOIX) has a volatility of 8.19%. This indicates that ACFOX experiences smaller price fluctuations and is considered to be less risky than AIOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACFOXAIOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.86%

8.19%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

14.48%

13.95%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

24.83%

19.37%

+5.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.20%

18.59%

+6.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.67%

18.70%

+4.97%